Published daily report data
AVAX options metrics: 2026-09-12
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 55.47% | -0.06 | 3.09% | -1.42 | 3.55% | -0.18 |
| 2W | 56.04% | 0.73 | 1.71% | -0.31 | 3.67% | 0.39 |
| 1M | 56.02% | -0.25 | 1.74% | -0.56 | 3.78% | -0.12 |
| 3M | 55.75% | 0.23 | 1.86% | -0.44 | 4.06% | 0.10 |
| 6M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 9M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 1Y | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV48.04%
- 7d RV61.57%
- 30d RV66.63%
Provenance and conventions
Stored Derivasys SVI surfaces
- Source report: ALTS
- RR25: 25-delta risk reversal
- BF25: 25-delta butterfly
- Fixed tenors: Published ALTS tenor grid